| TAOP02 |
Introduction to Operations Research, 5 ECTS credits.
/Optimeringslära, grundkurs/
For:
I
Ii
TB
|
| |
Prel. scheduled
hours: 54
Rec. self-study hours: 86
|
| |
Area of Education: Science
Subject area: Mathematics
|
| |
Advancement level
(A-D): B
|
|
Aim:
The course constitutes a basic course in optimization, with focus on the practical treatment of optimization problems in continuous variables. The course aims to give the students (i) an examplified orientation of some important classes of optimization problems and applications (ii) understanding of the mathematical theory upon which the modelling techniques and algorithms are based (iii) an ability to analyze and formulate optimization models taken from both economical and technical applications (iv) an ability to solve optimization problems by hand and to use computer software
|
|
Prerequisites: (valid for students admitted to programmes within which the course is offered)
Calculus, Linear Algebra.
Note: Admission requirements for non-programme students usually also include admission requirements for the programme and threshhold requirements for progression within the programme, or corresponding.
|
|
Supplementary courses:
TAOP27 Operations Research, extended course
TPPE27 Economic Analysis: Economic Theory
TPPE24 Economic Analysis: Decision- and Financial Methodology
TPPE07 Production and Operations Management
|
|
Organisation:
Seminars
|
|
Course contents:
Linear programming: the simplex method, sensitivity analysis, duality.
Nonlinear programming, convex functions and sets, iterative methods for problems with or without constraints, optimality consditions (Karush-Kuhn-Tucker conditions), Lagrangean duality.
|
|
Course literature:
Lundgren J, Rönnqvist M, Värbrand P: Optimeringslära. Studentlitteratur (2003).
|
|
Examination: |
|
Written examination Labratory work |
3 p 0,5 p
|
| |
|
|
Course language is Swedish.
Department offering the course: MAI.
Director of Studies: Mathias Henningsson
Examiner: Mathias Henningsson
Link to the course homepage at the department
Course Syllabus in Swedish
|